+347.2%
ACWI vs JBHT
+775.7%
-428.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | -1.6% | -1.2% | -0.5% | -1.4% |
| 3M | -1.3% | -17.1% | +15.8% | +4.9% |
| 6M | +5.8% | -4.4% | +10.2% | +5.8% |
| YTD | +12.7% | +17.5% | -4.8% | +3.2% |
| 1Y | +15.0% | +32.6% | -17.6% | +0.2% |
| 3Y | +77.5% | +33.0% | +44.5% | +47.5% |
| 5Y | +61.9% | +20.3% | +41.5% | +36.4% |
| 10Y | +236.1% | +209.1% | +27.1% | +73.2% |
| All | +347.2% | +775.7% | -428.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling